anscombe is built into R already so you don't need to read it in. An intercept is the default in lm so you don't have to specify it.
opar <- par(mfrow = c(2,2)) plot(y1 ~ x1, anscombe) reg <- lm(y1 ~ x1, anscombe) reg abline(reg) ...etc... par(opar) Note that plot(anscombe[1:2]) and lm(anscombe[2:1]) also work. read.table returns a data frame whereas ts requires a vector or matrix so none of your ts code will work. as.matrix(DF) or data.matrix(DF) will convert data frame DF to a matrix. On Dec 5, 2007 2:30 PM, Richard Saba <[EMAIL PROTECTED]> wrote: > I am relatively new to R and object oriented programming. I have relied on > SAS for most of my data analysis. I teach an introductory undergraduate > forecasting course using the Diebold text and I am considering using R in > addition to SAS and Eviews in the course. I work primarily with univariate > or multivariate time series data. I am having a great deal of difficulty > understanding and working with "ts" objects particularly when it comes to > referencing variables in plot commands or in formulas. The confusion is > amplified when certain procedures (lm for example) coerce the "ts" object > into a data.frame before application with the results that the output is > stored in a data.frame object. > For example the two sets of code below replicate examples from chapter 2 and > 6 in the text. In the first set of code if I were to replace > "anscombe<-read.table(fname, header=TRUE)" with > "anscombe<-ts(read.table(fname, header=TRUE))" the plot() commands would > generate errors. The objects "x1", "y1" ... would not be recognized. In > this case I would have to reference the specific column in the anscombe data > set. If I would have constructed the data set from several different data > sets using the ts.intersect() function (see second code below)the problem > becomes even more involved and keeping track of which columns are associated > with which variables can be rather daunting. All I wanted was to plot actual > vs. predicted values of "hstarts" and the residuals from the model. > > Given the difficulties I have encountered I know my students will have > similar problems. Is there a source other than the basic R manuals that I > can consult and recommend to my students that will help get a handle on > working with time series objects? I found the Shumway "Time series analysis > and its applications with R Examples" website very helpful but many > practical questions involving manipulation of time series data still remain. > Any help will be appreciated. > Thanks, > > Richard Saba > Department of Economics > Auburn University > Email: [EMAIL PROTECTED] > Phone: 334 844-2922 > > > > > anscombe<-read.table(fname, header=TRUE) > names(anscombe)<-c("x1","y1","x2","y2","x3","y3","x4","y4") > reg1<-lm(y1~1 + x1, data=anscombe) > reg2<-lm(y2~1 + x2, data=anscombe) > reg3<-lm(y3~1 + x3, data=anscombe) > reg4<-lm(y4~1 + x4, data=anscombe) > summary(reg1) > summary(reg2) > summary(reg3) > summary(reg4) > par(mfrow=c(2,2)) > plot(x1,y1) > abline(reg1) > plot(x2,y2) > abline(reg2) > plot(x3,y3) > abline(reg3) > plot(x4,y4) > abline(reg4) > > .......................................................................... > fname<-file.choose() > tab6.1<-ts(read.table(fname, header=TRUE),frequency=12,start=c(1946,1)) > month<-cycle(tab6.1) > year<-floor(time(tab6.1)) > dat1<-ts.intersect(year,month,tab6.1) > dat2<-window(dat1,start=c(1946,1),end=c(1993,12)) > reg1<-lm(tab6.1~1+factor(month),data=dat2, na.action=NULL) > summary(reg1) > hstarts<-dat2[,3] > plot1<-ts.intersect(hstarts,reg1$fitted.value,reg1$resid) > plot.ts(plot1[,1]) > lines(plot1[,2], col="red") > plot.ts(plot[,3], ylab="Residuals") > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.